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Piment Noir Git Repositories - freqai-strategies.git/log
Jérôme Benoit [Sat, 7 Jun 2025 12:14:48 +0000 (14:14 +0200)] 
fix(qav3): trade NATR interpolation must account over the trade duration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 6 Jun 2025 18:57:17 +0000 (20:57 +0200)]
fix(qav3): pivots labeling issue
log pivots labeling information
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 6 Jun 2025 11:03:33 +0000 (13:03 +0200)]
perf(qav3): tune pivots labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 6 Jun 2025 10:39:44 +0000 (12:39 +0200)]
perf(qav3): tune pivots labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 6 Jun 2025 08:09:55 +0000 (10:09 +0200)]
refactor(qav3): sensible naming to trade_price_target tunable
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 5 Jun 2025 22:49:07 +0000 (00:49 +0200)]
chore(qav3): bump versions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 5 Jun 2025 22:47:35 +0000 (00:47 +0200)]
perf(qav3): tune pivot labeling momentum confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 5 Jun 2025 21:15:53 +0000 (23:15 +0200)]
fix(qav3): relax initial pivot identification to avoid labeling failure
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 5 Jun 2025 20:17:19 +0000 (22:17 +0200)]
refactor(qav3): add log throttling to custom_exit()
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 5 Jun 2025 16:39:30 +0000 (18:39 +0200)]
refactor(qav3): use numpy interpolation instead of open coding it
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 5 Jun 2025 09:22:28 +0000 (11:22 +0200)]
feat(qav3): add volatility quantile based method to compute trade exit
price
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 4 Jun 2025 10:20:37 +0000 (12:20 +0200)]
fix(qav3): find_fractals must return the dataframe indices
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 3 Jun 2025 17:56:07 +0000 (19:56 +0200)]
refactor(qav3): remove duplicate logic in kmeans MO trial selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 3 Jun 2025 17:21:23 +0000 (19:21 +0200)]
refactor(qav3): trivial cleanup in pivots labeling optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 3 Jun 2025 15:22:12 +0000 (17:22 +0200)]
refactor(qav3): ensure label_weights are L1 normalized
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 3 Jun 2025 14:15:22 +0000 (16:15 +0200)]
feat(qav3): add kmeans to ideal point clustering multi objective trial selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 3 Jun 2025 11:48:30 +0000 (13:48 +0200)]
perf(qav3): tune pivot labeling optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 2 Jun 2025 17:17:00 +0000 (19:17 +0200)]
refactor(qav3): align multi objective optimization metrics namespace
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 2 Jun 2025 11:09:51 +0000 (13:09 +0200)]
fix(qav3): brown paper bag bug at string path seperator handling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 2 Jun 2025 11:06:05 +0000 (13:06 +0200)]
fix(qav3): ensure timeframe is aligned everywhere
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 2 Jun 2025 08:16:29 +0000 (10:16 +0200)]
fix(qav3): fix TP/SL targets computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 1 Jun 2025 17:32:04 +0000 (19:32 +0200)]
fix(qav3): fix label params handling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 1 Jun 2025 16:56:13 +0000 (18:56 +0200)]
refactor(qav3): cleanup pivots labeling code
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 1 Jun 2025 10:28:54 +0000 (12:28 +0200)]
refactor: cleanup dataframe columns handling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 31 May 2025 13:06:11 +0000 (15:06 +0200)]
fix(qav3): use right zlema for EWO
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 31 May 2025 09:51:30 +0000 (11:51 +0200)]
refactor(qav3): consistent timeframe usage
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 31 May 2025 09:42:44 +0000 (11:42 +0200)]
refactor(qav3): use zlema as per Ehlers paper
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 30 May 2025 10:08:28 +0000 (12:08 +0200)]
perf(qav3): tune SL/TP targets computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 29 May 2025 19:41:21 +0000 (21:41 +0200)]
refactor(qav3): code cleanup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 29 May 2025 16:51:13 +0000 (18:51 +0200)]
refactor: refine default configurations
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 29 May 2025 11:47:41 +0000 (13:47 +0200)]
refactor(qav3): cleanup MO tunables handling code
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 29 May 2025 09:17:48 +0000 (11:17 +0200)]
refactor(qav3): add tunables for knn based trials selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 28 May 2025 21:36:45 +0000 (23:36 +0200)]
refactor(qav3): consolidate hellinger distance computation code
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 28 May 2025 20:37:12 +0000 (22:37 +0200)]
refactor(qav3): use scipy for zero phase gaussian smoothing
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 28 May 2025 18:08:03 +0000 (20:08 +0200)]
feat(qav3): add standardized hellinger distance support to MO trial
selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 28 May 2025 14:15:17 +0000 (16:15 +0200)]
perf(qav3): default to seuclidean for MO trial selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 28 May 2025 10:20:12 +0000 (12:20 +0200)]
perf(qav3): tune TP price computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 28 May 2025 09:59:55 +0000 (11:59 +0200)]
docs(config): refine default configuration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 27 May 2025 19:50:12 +0000 (21:50 +0200)]
docs(qav3): display proper log message for optuna
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 27 May 2025 18:39:31 +0000 (20:39 +0200)]
fix(qav3): properly handle objectives weighting for some metrics
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 27 May 2025 17:01:05 +0000 (19:01 +0200)]
feat(qav3): account for weights at MO trial selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 27 May 2025 14:03:09 +0000 (16:03 +0200)]
refactor(qav3): use scipy gmean
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 27 May 2025 12:06:52 +0000 (14:06 +0200)]
refactor(qav3): add inputs guard to optuna MO encapsulation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 27 May 2025 07:36:38 +0000 (09:36 +0200)]
perf(qav3): fine tune TP/SL targets computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 27 May 2025 07:24:47 +0000 (09:24 +0200)]
docs: add some comments for metric definition in MO trial selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 26 May 2025 20:51:22 +0000 (22:51 +0200)]
refactor(qav3): more explicit code at MO trial selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 26 May 2025 19:46:11 +0000 (21:46 +0200)]
feat(qav3): add more label metrics to allow labeling optimization tuning
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 26 May 2025 17:21:58 +0000 (19:21 +0200)]
feat(qav3): add a few metrics for trials selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 26 May 2025 14:44:00 +0000 (16:44 +0200)]
refactor(qav3): cleanup pivots labeling tunables namespace
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 26 May 2025 12:44:38 +0000 (14:44 +0200)]
perf(qav3): switch to state of the art MO trials selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 25 May 2025 22:27:26 +0000 (00:27 +0200)]
feat(qav3): design MO trials selection to support any kind of distance
metric
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 25 May 2025 19:27:38 +0000 (21:27 +0200)]
refactor(qav3): cleanup MO trial selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 25 May 2025 17:22:39 +0000 (19:22 +0200)]
feat(qav3): add generic direction support for MO quantile trials
selection method
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 25 May 2025 15:19:09 +0000 (17:19 +0200)]
refactor(qav3): error message cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 25 May 2025 14:46:27 +0000 (16:46 +0200)]
fix(qav3): MO trial selection cut&paste mistake
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 25 May 2025 14:27:59 +0000 (16:27 +0200)]
fix(qav3): readd quantile MO pareto front trial selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 25 May 2025 13:03:39 +0000 (15:03 +0200)]
fix(qav3): filter invalid best trials at MO optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 25 May 2025 12:33:40 +0000 (14:33 +0200)]
perf(qav3): switch to Chebyshev distance method for MO optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 25 May 2025 10:17:03 +0000 (12:17 +0200)]
refactor(qav3): refine log messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 25 May 2025 09:55:01 +0000 (11:55 +0200)]
perf(qav3): default label_quantile to median
Signef-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
²#
Jérôme Benoit [Sun, 25 May 2025 09:40:58 +0000 (11:40 +0200)]
perf(qav3): recalibrate pivot labeling momentum interval under low volatility
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 25 May 2025 09:13:26 +0000 (11:13 +0200)]
perf(qav3): recalibrate pivot labeling momentum interval under low volatility
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 24 May 2025 21:32:52 +0000 (23:32 +0200)]
fix(qav3): FreqAI expects a label target column
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 24 May 2025 21:19:30 +0000 (23:19 +0200)]
refactor(qav3): refine log message
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 24 May 2025 21:15:50 +0000 (23:15 +0200)]
fix(qav3): ensure previous extrema are not unlabeled
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 24 May 2025 19:03:32 +0000 (21:03 +0200)]
fix(qav3): refine pivot momentum validation to avoid failure
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 24 May 2025 13:20:45 +0000 (15:20 +0200)]
fix(qav3): fix namespace collision
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 24 May 2025 13:05:11 +0000 (15:05 +0200)]
perf(qav3): add caching at pivot confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 23 May 2025 18:44:08 +0000 (20:44 +0200)]
refactor(qav3): refine typing
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 23 May 2025 16:34:04 +0000 (18:34 +0200)]
refactor(qav3): remove uneeded code
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 23 May 2025 13:24:45 +0000 (15:24 +0200)]
fix(qav3): kama is returning an ndarray
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 23 May 2025 13:05:32 +0000 (15:05 +0200)]
refactor(qav3): log error message at TP kama failure
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 23 May 2025 12:49:06 +0000 (14:49 +0200)]
fix(qav3): gracefully handle take profit computation error
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 23 May 2025 12:02:37 +0000 (14:02 +0200)]
refactor(qav3): align pivot confirmation checks behavior
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 23 May 2025 10:58:55 +0000 (12:58 +0200)]
perf(qav3): refine initial pivot depth confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 23 May 2025 09:46:28 +0000 (11:46 +0200)]
fix(qav): ensure pivots confirmation window is an integer
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 23 May 2025 09:18:43 +0000 (11:18 +0200)]
chore(qav3): bump version
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 23 May 2025 09:09:34 +0000 (11:09 +0200)]
feat(qav3): make pivot confirmation window volality aware
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 22 May 2025 19:13:53 +0000 (21:13 +0200)]
fix(qav3): recalibrate pivot optimization to avoid failed study
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 22 May 2025 15:38:36 +0000 (17:38 +0200)]
refactor(qav3): remove extragenous paranthesis
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 22 May 2025 15:27:53 +0000 (17:27 +0200)]
refactor(qav3): cleanup pivots detection code
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 22 May 2025 11:40:29 +0000 (13:40 +0200)]
fix(qav3): ensure TP reactive computation can be used
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 22 May 2025 09:52:00 +0000 (11:52 +0200)]
refactor(qav3): refine TP check
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 22 May 2025 08:50:30 +0000 (10:50 +0200)]
refactor(qav3): cleanup zigzag() implementation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 22 May 2025 08:01:57 +0000 (10:01 +0200)]
fix(qav3): ensure TP target is always computed
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 21 May 2025 22:04:49 +0000 (00:04 +0200)]
perf(qav3): tune pivot momentum validation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 21 May 2025 21:43:15 +0000 (23:43 +0200)]
perf(qav3): tune pivot momentum validation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 21 May 2025 21:23:58 +0000 (23:23 +0200)]
perf(qav3): stricter momentum checks at pivot labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 21 May 2025 20:27:34 +0000 (22:27 +0200)]
refactor(qav3): refine NATR ratio default value
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 21 May 2025 20:15:32 +0000 (22:15 +0200)]
chore: bump versions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 21 May 2025 20:12:04 +0000 (22:12 +0200)]
fix(qav3): avoid pivots labeling optimization failure
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 21 May 2025 19:22:20 +0000 (21:22 +0200)]
perf(qav3): refine labeling window optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 21 May 2025 19:11:08 +0000 (21:11 +0200)]
perf(qav3): more reactive dynamic TP target computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 21 May 2025 16:12:57 +0000 (18:12 +0200)]
refactor(qav3): trivial cleanup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 21 May 2025 15:44:13 +0000 (17:44 +0200)]
refactor(qav3): trivial cleanup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 21 May 2025 14:57:21 +0000 (16:57 +0200)]
fix(qav3): use NATR as per its definition semantic
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 21 May 2025 09:05:01 +0000 (11:05 +0200)]
perf(reforcexy): refine optuna defaults
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 20 May 2025 19:24:28 +0000 (21:24 +0200)]
perf(qav3): refine optuna defaults
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 20 May 2025 17:24:19 +0000 (19:24 +0200)]
perf(qav3): refine optuna search space for regressor HPO
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 20 May 2025 16:27:51 +0000 (18:27 +0200)]
perf(qav3): fine tune pivot labeling optimization search space
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
repositories / freqai-strategies.git / log
